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Test for Linearity in Non-Parametric Regression Models

Authors

  • Djaballah-Djeddour Khadidja
  • Moussa Tazerouti mathémtique

Abstract

The problem of checking the linearity of a regression relationship is addressed. The test uses nonparametric estimation techniques. The null hypothesis is that the regression function is linear; it is tested against the non-specic alternatives hypotheses. This test is based on a Hermite transform characterization of conditional expectations. A statistical test is derived, the distribution of this statistic
under the null hypothesis of linearity is determined. A power study using simulation shows the new statistic to be more sensitive to non-linearity.

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How to Cite

Khadidja, D.-D., & Tazerouti, M. Test for Linearity in Non-Parametric Regression Models. Austrian Journal of Statistics, 51(1), 16–34. Retrieved from https://ajs.or.at/index.php/ajs/article/view/1047